arch.univariate.distribution.Distribution.ppf

abstract Distribution.ppf(pits, parameters=None)[source]

Inverse cumulative density function (ICDF)

Parameters
pits{float, ndarray}

Probability-integral-transformed values in the interval (0, 1).

parametersndarray, optional

Distribution parameters. Use None for parameterless distributions.

Returns
i{float, ndarray}

Inverse CDF values

Return type

Union[float, ndarray]